New fuzzy insurance pricing method for giga-investment project insurance

DOI10.1016/J.INSMATHECO.2015.08.002MaRDI QIDQ896206zbMATH OpenOpenAlexFDO

Authors Pasi Luukka, Mikael Collan

Publication date 14 December 2015

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2015.08.002

zbMATH Keywords

possibility distributionparametric uncertaintystructural uncertaintyinsurance pricingpay-off methodpay-out distributionproject insurance

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Theory of fuzzy sets, etc. (03E72) Corporate finance (dividends, real options, etc.) (91G50) Financial applications of other theories (91G80)

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Cites work

• scientific article; zbMATH DE number 1183717 (Why is no real title available?)
• A fuzzy pay-off method for real option valuation
• A possibilistic approach to evaluating equity-linked life insurance policies
• A possibilistic approach to risk aversion
• Fuzzy capital budgeting
• Fuzzy logic in insurance
• Fuzzy sets
• Modeling future lifetime as a fuzzy random variable
• On possibilistic mean value and variance of fuzzy numbers
• On weighted possibilistic mean and variance of fuzzy numbers
• Option pricing: A simplified approach
• Possibilistic risk aversion
• Possibility theory and the risk.
• The pricing of options and corporate liabilities
• Thoughts about selected models for the valuation of real options

Cited in

(4)

• On a fuzzy discretization of continuous distributions with applications to risk models
• Possibilistic fuzzy pay-off method for real option valuation with application to research and development investment analysis
• Assessments of `greenhouse insurance': a methodological review
• Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method

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